money_sim: Simulated monetary components and rates
In dmai: Divisia Monetary Aggregates Index
money_sim R Documentation
Simulated monetary components and rates
Description
SIMULATED monthly data, January 2005 to December 2024, shaped like the components of a broad money aggregate of
a central bank: quantities (billions) and rates of return (percent a year) of eight components, and a benchmark
rate. The numbers are not real; they are drawn by data-raw/make-data.R in the source package (rates as
autoregressive processes that follow a policy-type rate, quantities as trending series that respond to the
spread between their own rate and the benchmark) to show the methods.
Usage
money_sim
Format
A data frame with 240 rows and 18 columns:
Datefirst day of the month (class Date).
x1currency in circulation.
x2demand deposits.
x3savings deposits.
x4time deposits up to 3 months.
x5time deposits of 3 to 6 months.
x6time deposits of 6 months to 1 year.
x7time deposits over 1 year.
x8foreign currency deposits.
r1the own rate of x1 in percent (zero).
r2the own rate of x2 in percent (zero).
r3the own rate of x3 in percent.
r4the own rate of x4 in percent.
r5the own rate of x5 in percent.
r6the own rate of x6 in percent.
r7the own rate of x7 in percent.
r8the own rate of x8 in percent.
rbthe benchmark rate in percent (a long bond yield), above every component rate.
Source
Simulated; see data-raw/make-data.R.
See Also
Other dmai data:
cpi_ch19
Examples
data(money_sim)
head(money_sim)
dmai documentation built on Nov. 9, 2026, 9:07 a.m.
R Package Documentation
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| money_sim | R Documentation |
Simulated monetary components and rates
Description
SIMULATED monthly data, January 2005 to December 2024, shaped like the components of a broad money aggregate of
a central bank: quantities (billions) and rates of return (percent a year) of eight components, and a benchmark
rate. The numbers are not real; they are drawn by data-raw/make-data.R in the source package (rates as
autoregressive processes that follow a policy-type rate, quantities as trending series that respond to the
spread between their own rate and the benchmark) to show the methods.
Usage
money_sim
Format
A data frame with 240 rows and 18 columns:
Datefirst day of the month (class
Date).x1currency in circulation.
x2demand deposits.
x3savings deposits.
x4time deposits up to 3 months.
x5time deposits of 3 to 6 months.
x6time deposits of 6 months to 1 year.
x7time deposits over 1 year.
x8foreign currency deposits.
r1the own rate of
x1in percent (zero).r2the own rate of
x2in percent (zero).r3the own rate of
x3in percent.r4the own rate of
x4in percent.r5the own rate of
x5in percent.r6the own rate of
x6in percent.r7the own rate of
x7in percent.r8the own rate of
x8in percent.rbthe benchmark rate in percent (a long bond yield), above every component rate.
Source
Simulated; see data-raw/make-data.R.
See Also
Other dmai data:
cpi_ch19
Examples
data(money_sim)
head(money_sim)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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